An INDEX are used to speed up query execution resulting in high performance
There are other Database specific Indexes that exist as well

Unique Index

Created when can column is marked with the UNIQUE keyword

Clustered Index

When we set a column as Primary Key that column is an Clustered Index
There can only be one clustered index in a table
The data in the underlying table is sorted using this index

Non-Clustered Index

Can be used for other columns that are not PRIMARY KEY
When we perform a query using this column the execution speed will be boosted
The records are not sorted based on this index (In Table they are sorted by Clustered Index)
The index is stored in a different location from the table (Similar to Index in Textbooks)

CREATE NONCLUSTERED INDEX <index_name> 
ON <table_name>(<column(s))